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A microfounded model of money demand under uncertainty, and its empirical validation using cointegration and rolling-window dynamic multiplier analysis

Größl, Ingrid; Tarassow, Artur - 2015

In this article we derive a microfounded model of money demand under uncertainty built on intertemporally optimizing risk-averse households. Deriving a complete solution of the optimization problem taking the intertemporal budget constraint into account leads to ambiguous effects w.r.t. to the...

Persistent link: https://www.econbiz.de/10010520781

Time-varying cointegration models and exchange rate predictability in Korea

Park, Sookyung; Park, Cheolbeom - In: Han gug gae bal yeon gu 37 (2015) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011416686

Reassessing the asymmetries and rigidities in the interest rate pass-through process : a hidden co-integration approach

Panagopoulos, Yannis; Spiliotis, Aristotelis - In: Credit and capital markets : Kredit und Kapital 48 (2015) 3, pp. 477-500

Persistent link: https://www.econbiz.de/10011428294

Big fish : oil markets and speculation

Cologni, Alessandro; Scarpa, Elisa; Sitzia, Francesco … - 2015

actors. In this paper, we formulate a new theory able to describe "hedging needs" as well as the role of speculators in the … the sample February 2000 November 2014, using WTI and CFTC data. Our theory is well supported by econometric evidence. In …

Persistent link: https://www.econbiz.de/10010532119

Understanding the dynamics of the macroeconomic trilemma

Hosny, Amr; Kishor, N. Kundan; Bahmani-Oskooee, Mohsen - In: International review of applied economics 29 (2015) 1, pp. 32-64

Persistent link: https://www.econbiz.de/10010533062

An empirical study on efficient market hypothesis : the case of Indian capital markets

Kalsie, Anjala - In: Mudra : journal of finance and accounting 1 (2014) 2, pp. 71-83

Persistent link: https://www.econbiz.de/10011285089

The weak relation between foreign direct investment and corruption : a theoretical and econometric study

Evan, Tomáš; Bolotov, Ilya - In: Prague economic papers : a bimonthly journal of … 23 (2014) 4, pp. 474-492

Persistent link: https://www.econbiz.de/10011285586

Price and income elasticities of gasoline demand in Iran : using static, ECM, and dynamic models in short, intermediate, and long run

Taghvaee, Vahid Mohamad; Hajiani, Parviz - In: Modern economy 5 (2014) 9, pp. 939-950

Persistent link: https://www.econbiz.de/10011285651

Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy

Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry E. - In: Econometric reviews 34 (2015) 1/5, pp. 228-254

Persistent link: https://www.econbiz.de/10011373295

The role of non-price determinants for export demand

Verheyen, Florian - In: International economics and economic policy : IEEP 12 (2015) 1, pp. 107-125

Persistent link: https://www.econbiz.de/10011375828